Explicit formulas for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical distributions

Tomer Shushi

Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 12, 3085-3091

Abstract: In this letter explicit expressions are derived for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical family of distributions. The general calculations of such moments are described by multivariate integrals which complicate the calculations. We show how such multivariate computations can be projected into a univariate framework, which extremely simplifies the computations.

Date: 2019
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DOI: 10.1080/03610926.2018.1473605

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